Over 2022 to 2025 (4 years of data), PTENUSUSD has tended to move long between 07.07 and 28.07, closing higher in 100.0% of those years for an average +10.47% move and an annualized Sharpe of 6.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.07 | Long | 100.0% | +10.47% | 6.77 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +8.84% | 6.23 | 4 |
| 13.07 → 28.07 | Long | 75.0% | +10.65% | 3.69 | 4 |
| 13.07 → 30.07 | Long | 75.0% | +10.61% | 3.09 | 4 |
| 07.07 → 30.07 | Long | 75.0% | +10.42% | 4.22 | 4 |
| 11.07 → 28.07 | Long | 75.0% | +9.83% | 4.30 | 4 |
| 11.07 → 30.07 | Long | 75.0% | +9.83% | 3.32 | 4 |
| 13.07 → 31.07 | Long | 75.0% | +9.54% | 2.48 | 4 |